Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSMX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND CLASS M SHARES) | NA | -15.17% | 7.41% | 8.70% | 11.62% | NA | NA | … | … |
Data as of 12/19/2022, Common starting date is 08/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSMX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND CLASS M SHARES) | 08/02/2010 | 12/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.17 | 7.41 | 8.70 | 11.62 | NA | NA | … | … | -18.71 | 15.25 | 18.79 | 29.25 | -4.30 | 22.45 | 11.49 | 0.81 | 10.48 | 30.90 | 14.56 | -2.91 | 13.52 |
| Sharpe Ratio | NA | -0.76 | 0.27 | 0.36 | 0.62 | NA | NA | … | … | -0.89 | 0.95 | 0.53 | 2.19 | -0.32 | 3.06 | 0.82 | 0.05 | 0.87 | 2.72 | 1.08 | -0.12 | 2.59 |
| Standard Deviation(%) | NA | 23.00 | 25.53 | 22.05 | 17.87 | NA | NA | … | … | 23.21 | 16.01 | 35.08 | 12.71 | 17.76 | 7.16 | 13.73 | 15.71 | 11.97 | 11.36 | 13.61 | 24.78 | 13.56 |
| Draw Down(%) | NA | 24.21 | 35.12 | 35.12 | 35.12 | NA | NA | … | … | 24.04 | 11.31 | 35.12 | 6.70 | 20.05 | 2.97 | 11.47 | 12.38 | 8.10 | 6.01 | 11.01 | 21.47 | 7.21 |
| Yield(%) | 0.00 | 9.68 | 8.36 | 9.03 | 10.49 | 8.89 | 6.67 | … | … | 0.00 | 11.97 | 5.33 | 9.73 | 12.54 | 11.64 | 6.84 | 8.12 | 14.91 | 5.41 | 0.98 | 0.46 | 0.78 |
Data as of 12/19/2022, Common starting date is 08/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSMX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND CLASS M SHARES) |
4.00%
Mar 2017 – Mar 2020 |
5.61%
Mar 2015 – Mar 2020 |
10.98%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSMX (BNY MELLON TAX SENSITIVE LARGE CAP MULTI-STRATEGY FUND CLASS M SHARES) |
25.04%
Dec 2018 – Dec 2021 |
18.81%
Oct 2016 – Oct 2021 |
15.64%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart